Dr. Susanne Klöppel


Publications and Preprints

  • S. Klöppel, R. Reda, W. Schachermayer (2009)
  •    "A rotationally invariant technique for rare event simulation" (ps)  (pdf)
       Risk Magazine, Vol. 22, No. 10, 90-94


  • S. Klöppel and M. Schweizer (2008)
  •    "Dynamic Utility-Based Good Deal Bounds" (pdf)
       Statistics and Decisions 25, 285-309


  • M. Jeanblanc, S. Klöppel and Y.Miyahara (2007)
  •    "Minimal f^q-Martingale Measures for Exponential Lévy Processes" (pdf)
       Annals of Applied Probability 17, 1615-1638


  • S. Klöppel (2006)
  •    "Dynamic Valuations in Incomplete Markets" (ps)  (pdf)
       Diss. ETH No. 16666


  • S. Klöppel and M. Schweizer (2007)
  •    "Dynamic Indifference Valuation via Convex Risk Measures" (pdf)
       Mathematical Finance 17, 599-627


  • S. Klöppel and M. Schweizer (2005)
  •    "Dynamic Utility Indifference Valuation via Convex Risk Measures" (pdf)
       NCCR FINRISK working paper No. 209, ETH Zurich







    Last update: 9.12.2009